Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.433183 0.481407 0.535426 0.600958 0.679050 0.770088 0.885698
2025-10-12 0.396616 0.462369 0.541649 0.646196 0.783489 0.962329 1.221464
2025-10-19 0.350284 0.421298 0.511226 0.636906 0.814117 1.065734 1.472846
2025-10-26 0.319939 0.394632 0.493108 0.637695 0.854779 1.188670 1.791300
2025-11-02 0.289584 0.363704 0.464323 0.617583 0.859081 1.255134 2.039736
2025-11-09 0.260865 0.331833 0.430198 0.584067 0.835390 1.268364 2.193064
2025-11-16 0.244181 0.314951 0.415306 0.577031 0.852246 1.354721 2.532493
2025-11-23 0.238351 0.312696 0.421139 0.602576 0.928187 1.571024 3.293676
2025-11-30 0.226949 0.301268 0.411837 0.601852 0.956405 1.699401 3.921157
2025-12-07 0.214648 0.287545 0.397677 0.590982 0.963162 1.782695 4.481983
2025-12-14 0.203225 0.274361 0.383255 0.577919 0.963214 1.850519 5.055951
2025-12-21 0.193251 0.262764 0.370477 0.566350 0.964335 1.921737 5.724870
2025-12-28 0.190878 0.263244 0.378143 0.594477 1.058678 2.285908 8.392292
2026-01-04 0.191433 0.268336 0.393930 0.640342 1.205651 2.895926 14.783246
2026-01-11 0.182928 0.258250 0.382807 0.631757 1.220848 3.091234 19.119363
2026-01-18 0.176645 0.251399 0.376784 0.632789 1.260970 3.406740 27.624762
2026-01-25 0.167838 0.239877 0.361615 0.613008 1.242090 3.480419 33.569848
2026-02-01 0.157768 0.225796 0.341035 0.579896 1.181500 3.351558 34.412680
2026-02-08 0.152089 0.218829 0.332956 0.572952 1.192967 3.555218 48.105938
2026-02-15 0.151141 0.219766 0.339342 0.598237 1.303064 4.326570 131.306711
2026-02-22 0.146887 0.214810 0.334389 0.597524 1.335592 4.735581 301.063741
2026-03-01 0.141683 0.207973 0.325464 0.586770 1.334412 4.951827 666.363356
2026-03-08 0.136541 0.201036 0.315973 0.573844 1.323930 5.108252 1841.783221